+309.0%
CFG vs RRX
+228.4%
+80.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | -0.8% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | -4.6% | -6.1% | +1.5% | -1.4% |
| 3M | +6.7% | -23.1% | +29.7% | +19.7% |
| 6M | +22.1% | -19.5% | +41.6% | +29.8% |
| YTD | +23.2% | +16.1% | +7.1% | +2.4% |
| 1Y | +40.3% | +12.9% | +27.3% | +17.0% |
| 3Y | +187.9% | +7.9% | +179.9% | +126.4% |
| 5Y | +102.0% | +19.1% | +82.9% | +38.5% |
| All | +309.0% | +228.4% | +80.6% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RRX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling